[R] val.prob in the Design package - Calibrated Brier Score

2010-08-13 Thread Kim Fernandes
Hello, I am using the val.prob function in the Design package. I understand how the Brier quadratic error score is calculated, but I do not know how the Brier score computed on the calibrated rather than raw predicted probabilities (B cal) is calculated. My question is: how are the calibrated

Re: [R] val.prob in the Design package - Calibrated Brier Score

2010-08-13 Thread Frank Harrell
Please check the code. I hope that Brier is on the uncalibrated probabilities. Calibrated probabilities are from 1/(1+exp(-[a+b logit(uncalibrated probs)]) where a and b are maximum likelihood estimators (they will be 0 and 1 in training data). Frank Frank E Harrell Jr Professor and